A possible solution is a white noise test for the sequence of absolute values or squares. For example, we can plot the empirical ACF for \(X^2\) , or the empirical ACF for \(|X|\) . Together with an empirical ACF test for \(X\) , this will serve as a test for white noise in the strong sense. This is discussed, for example, with regard to GARCH models in [1]}. We give another example: We analyzed financial data using linear regression in [2]}, and tested residuals \(X\)  for IID: We plot ACF for residuals and separately ACF for absolute values of these residuals; see Figure REF  (A), (B) for \(X\)  and \(|X|\) , respectively.
